+66.4%
SHEL vs MLM
+15.1%
+51.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | +2.2% | -2.9% | +5.2% | +2.3% |
| 30D | +6.8% | -6.8% | +13.7% | +7.1% |
| 3M | +8.1% | -11.2% | +19.3% | +8.5% |
| 6M | +14.4% | -21.8% | +36.2% | +16.4% |
| YTD | +30.0% | -17.0% | +46.9% | +30.6% |
| 1Y | +33.3% | -16.4% | +49.7% | +33.7% |
| All | +66.4% | +15.1% | +51.3% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling